+31.0%
F vs NVDL
+42.2%
-11.2%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.6% | -0.2% | +1.3% |
| 7D | +5.3% | +11.7% | -6.3% | +4.4% |
| 30D | +4.6% | +7.8% | -3.3% | +3.7% |
| 3M | -3.7% | +3.3% | -7.0% | -4.3% |
| 6M | +16.8% | +38.9% | -22.1% | +13.7% |
| YTD | +15.3% | +28.5% | -13.2% | +12.3% |
| 1Y | +31.0% | +40.6% | -9.6% | +28.9% |
| All | +31.0% | +42.2% | -11.2% | +28.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NVDL.
Daily Out/Under-Performance
Portfolio return minus NVDL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVDL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded NVDL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling